Digesting-Gibbs-Sampling-Using-R

This handout has been developed for the following tasks. 1- introducing R package as a framework for implementing the statistical algorithms and methods. 2- simulating from some commonly used univariate distributions. 3- Some topics for computing single and multiple integrals numerically using Gaussian quadrature method. 4- Elementary Bayesian inference. 5- Computing the moments and probabilities associated with the multivariate Gaussian (normal) distribution. 6- Bayesian inference for the multivariate skewed Gaussian and skewed- Student's t distributions.